Summary
Let P be a distribution in the plane and define the renewal measure R=ΣP *nwhere * denotes convolution. The main results of this paper are three term asymptotic expansions for R far from the origin. As an application, expansions are obtained for distributions in linear boundary crossing problems.
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Research supported by NSF grants MCS-8102080 and DMS-8504708
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Keener, R. Asymptotic expansions for renewal measures in the plane. Probab. Th. Rel. Fields 80, 1–20 (1988). https://doi.org/10.1007/BF00348749
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DOI: https://doi.org/10.1007/BF00348749